+145.4%
KEYS vs SAN
+342.3%
-196.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.9% | -2.8% | +3.7% | +2.0% |
| 30D | -5.3% | -0.5% | -4.7% | -5.1% |
| 3M | +0.5% | +22.7% | -22.2% | -6.6% |
| 6M | +14.0% | +28.8% | -14.7% | +3.8% |
| YTD | +60.3% | +26.3% | +34.0% | +45.2% |
| 1Y | +91.3% | +48.8% | +42.5% | +63.1% |
| All | +145.4% | +342.3% | -196.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling